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Date/Time: Tue, 16 Jan 2018 13:40:51 +0000



Post From: Iceberg order study

[2017-07-09 11:49:41]
User730867 - Posts: 6
+1, maybe add a column on the DOM in order to display iceberg size could be an option. Say someone reloaded 200 contracts on the bid, then is would show somewhere (i.e. a column in the DOM) "+200" meaning that someone reloaded 200 contracts. Maybe you could get inspired by this video

https://www.youtube.com/watch?v=UNPfScbf2t4&t=2s

look at the column +/- on the right.

If you feel inspired, adding a "large lot tracker" would also be a great addition. This shows how much of a current depth is made of one market participant (essentially this is tracking large players on the bid/ask), obivously this is only an estimation. Look at the white line in the DOM of the preivous video.
Date Time Of Last Edit: 2017-07-09 11:53:01